-46.2%
QXO vs MET
+66.8%
-112.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -7.8% | -0.5% | -7.3% | -7.6% |
| 30D | -18.1% | +0.5% | -18.6% | -18.4% |
| 3M | -25.8% | +11.6% | -37.4% | -30.5% |
| 6M | -41.7% | +40.8% | -82.5% | -52.4% |
| YTD | -36.2% | +25.7% | -61.8% | -44.4% |
| 1Y | -42.1% | +24.4% | -66.5% | -49.3% |
| 3Y | -46.2% | +67.5% | -113.6% | -69.5% |
| All | -46.2% | +66.8% | -112.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling